Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-16 0.363608 0.400320 0.440508 0.488012 0.542946 0.604861 0.680470
2025-02-23 0.309870 0.354728 0.406638 0.471836 0.552522 0.650442 0.780397
2025-03-02 0.270463 0.318496 0.376398 0.452541 0.551901 0.679930 0.862216
2025-03-09 0.249644 0.301451 0.366237 0.455110 0.577041 0.743602 0.998245
2025-03-16 0.237516 0.293490 0.365910 0.469321 0.618288 0.834065 1.189375
2025-03-23 0.224710 0.283093 0.360843 0.475787 0.648685 0.912885 1.379662
2025-03-30 0.212409 0.272073 0.353539 0.477714 0.671898 0.983636 1.572768
2025-04-06 0.200354 0.260281 0.343875 0.474727 0.686524 1.042122 1.758037
2025-04-13 0.185313 0.243155 0.325078 0.455791 0.672754 1.049402 1.845419
2025-04-20 0.177683 0.236035 0.320259 0.457915 0.693856 1.121636 2.086452
2025-04-27 0.170361 0.228819 0.314643 0.458021 0.711180 1.189418 2.338788
2025-05-04 0.163306 0.221517 0.308294 0.456181 0.724551 1.251491 2.598525
2025-05-11 0.157324 0.215682 0.304133 0.458196 0.746413 1.337685 2.962806
2025-05-18 0.148554 0.205099 0.291754 0.444916 0.737454 1.356127 3.147216
2025-05-25 0.139765 0.194044 0.277959 0.428029 0.719500 1.351467 3.262538
2025-06-01 0.135688 0.190096 0.275419 0.430973 0.741605 1.444037 3.735474
2025-06-08 0.133952 0.189691 0.278601 0.444506 0.787288 1.604418 4.548889
2025-06-15 0.130969 0.187111 0.277934 0.450731 0.818225 1.735428 5.354933
2025-06-22 0.127440 0.183453 0.275177 0.452661 0.839881 1.847189 6.178137
2025-06-29 0.123381 0.178731 0.270287 0.449977 0.850595 1.930788 6.948527
2025-07-06 0.117191 0.170235 0.258370 0.432439 0.824310 1.898252 7.070473
2025-07-13 0.114452 0.167365 0.256233 0.434445 0.845257 2.017345 8.208233
2025-07-20 0.111586 0.164152 0.253298 0.434563 0.861610 2.126884 9.444228